-80.1%
SPXS vs EXR
+23.6%
-103.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.5% | -0.7% | -0.9% | -1.9% |
| 30D | +3.7% | -6.9% | +10.6% | -0.4% |
| 3M | -9.6% | -3.0% | -6.6% | -11.1% |
| 6M | -32.4% | -2.9% | -29.5% | -32.6% |
| YTD | -28.7% | +9.3% | -37.9% | -23.4% |
| 1Y | -38.1% | -0.9% | -37.2% | -37.2% |
| 3Y | -80.1% | +24.7% | -104.8% | -76.4% |
| All | -80.1% | +23.6% | -103.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling